Identification of a class of index models: A topological approach

• Tác giả: Mogens Fosgerau, Dennis Kristensen
• Ngôn ngữ: eng
• Ký hiệu phân loại: 514.7 Analytic topology
• Thông tin xuất bản: 2020
• Bộ sưu tập: Metadata
• ID: 164226

Tóm tắt

 We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy requires substantially weaker conditions on the functions and distributions characterizing the model compared to existing strategies
  in particular, it does not require any large support conditions on the regressors of our model. We apply the general identification result to additive random utility and competing risk models.